-24.8%
IT vs Q
+68.3%
-93.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | 0.0% |
| 7D | +1.1% | +1.2% | -0.1% | +1.4% |
| 30D | -1.8% | -2.7% | +0.8% | -1.7% |
| 3M | +4.8% | -16.9% | +21.8% | +3.2% |
| 6M | +33.0% | -26.9% | +59.9% | +30.5% |
| YTD | -23.8% | +45.2% | -69.1% | -28.6% |
| 1Y | -16.5% | +38.1% | -54.7% | -22.4% |
| All | -24.8% | +68.3% | -93.1% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling